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Fu, Michael C.

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Author ID: fu.michael-c Recent zbMATH articles by "Fu, Michael C."
Published as: Fu, Michael C.; Fu, Michael; Fu, M. C.
Documents Indexed: 94 Publications since 1989, including 6 Books

Publications by Year

Citations contained in zbMATH Open

70 Publications have been cited 558 times in 395 Documents Cited by Year
Optimization for simulation: theory vs. practice. Zbl 1238.90001
Fu, Michael C.
66
2002
Optimization via simulation: A review. Zbl 0833.90089
Fu, Michael C.
42
1994
A model reference adaptive search method for global optimization. Zbl 1167.90690
Hu, Jiaqiao; Fu, Michael C.; Marcus, Steven I.
36
2007
Models for multi-echelon repairable item inventory systems with limited repair capacity. Zbl 0927.90003
Díaz, Angel; Fu, Michael C.
28
1997
Conditional Monte Carlo: gradient estimation and optimization applications. Zbl 0874.62093
Fu, Michael; Hu, Jian-Qiang
23
1997
Conditional Monte Carlo estimation of quantile sensitivities. Zbl 1232.91704
Fu, Michael C.; Hong, L. Jeff; Hu, Jian-Qiang
18
2009
Sample path derivatives for \((s,S)\) inventory systems. Zbl 0805.90038
Fu, Michael C.
17
1994
Handbook of simulation optimization. Zbl 1303.90004
Fu, Michael C. (ed.)
16
2015
Simulation-based algorithms for Markov decision processes. Zbl 1155.90002
Chang, Hyeong Soo; Fu, Michael C.; Hu, Jiaqiao; Marcus, Steven I.
15
2007
Optimization of \((s,S)\) inventory systems with random lead times and a service level constraint. Zbl 0989.90004
Bashyam, Sridhar; Fu, Michael C.
13
1998
Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework. Zbl 0764.60089
Fu, Michael C.; Hu, Jian-Qiang
12
1992
A time aggregation approach to Markov decision processes. Zbl 1026.93054
Cao, Xiren; Ren, Zhiyuan; Bhatnagar, Shalabh; Fu, Michael; Marcus, Steven
11
2002
Probabilistic error bounds for simulation quantile estimators. Zbl 1232.91349
Jin, Xing; Fu, Michael C.; Xiong, Xiaoping
11
2003
Convergence of a stochastic approximation algorithm for the GI/G/1 queue using infinitesimal perturbation analysis. Zbl 0699.93087
Fu, M. C.
11
1990
Simulation allocation for determining the best design in the presence of correlated sampling. Zbl 1241.62006
Fu, Michael C.; Hu, Jian-Qiang; Chen, Chun-Hung; Xiong, Xiaoping
10
2007
What you should know about simulation and derivatives. Zbl 1155.90454
Fu, Michael C.
9
2008
Simulation-based algorithms for Markov decision processes. 2nd ed. Zbl 1293.93002
Chang, Hyeong Soo; Hu, Jiaqiao; Fu, Michael C.; Marcus, Steven I.
9
2013
Optimal joint preventive maintenance and production policies. Zbl 1156.90343
Yao, Xiaodong; Xie, Xiaolan; Fu, Michael C.; Marcus, Steven I.
9
2005
A model reference adaptive search method for stochastic global optimization. Zbl 1189.90108
Hu, Jiaqiao; Fu, Michael C.; Marcus, Steven I.
9
2008
An adaptive sampling algorithm for solving Markov decision processes. Zbl 1165.90672
Chang, Hyeong Soo; Fu, Michael C.; Hu, Jiaqiao; Marcus, Steven I.
9
2005
Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences. Zbl 1390.65045
Bhatnagar, Shalabh; Fu, Michael C.; Marcus, Steven I.; Wang, I-Jeng
9
2003
Sensitivity analysis for Monte Carlo simulation of option pricing. Zbl 1335.91101
Fu, Michael C.; Hu, Jian-Qlang
9
1995
A new stochastic derivative estimator for discontinuous payoff functions with application to financial derivatives. Zbl 1342.62167
Wang, Yongqiang; Fu, Michael C.; Marcus, Steven I.
8
2012
Optimal exercise policies and simulation-based valuation for American-Asian options. Zbl 1163.91428
Wu, Rongwen; Fu, Michael C.
8
2003
Estimating customer service in a two-location continuous review inventory model with emergency transshipments. Zbl 1011.90002
Xu, Kefeng; Evers, Philip T.; Fu, Michael C.
7
2003
Efficient simulation resource sharing and allocation for selecting the best. Zbl 1369.90199
Peng, Yijie; Chen, Chun-Hung; Fu, Michael C.; Hu, Jian-Qiang
7
2013
Second derivative sample path estimators for the \(GI/G/m\) queue. Zbl 0769.90036
Fu, Michael C.; Hu, Jian-Qiang
6
1993
Gradient-based simulated maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck stochastic volatility models. Zbl 1402.91809
Peng, Yi-Jie; Fu, Michael C.; Hu, Jian-Qiang
6
2014
Consistency of infinitesimal perturbation analysis for the GI/G/m queue. Zbl 0732.60109
Fu, Michael C.; Hu, Jian-Qiang
6
1991
Technical note: On estimating quantile sensitivities via infinitesimal perturbation analysis. Zbl 1329.65008
Jiang, Guangxin; Fu, Michael C.
6
2015
Efficient design and sensitivity analysis of control charts using Monte Carlo simulation. Zbl 1231.65012
Fu, Michael C.; Hu, Jian-Qiang
5
1999
Variance-gamma and Monte Carlo. Zbl 1159.62069
Fu, Michael C.
5
2007
Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization. Zbl 1364.90257
He, Ying; Fu, Michael C.; Marcus, Steven I.
5
2003
Efficient dynamic simulation allocation in ordinal optimization. Zbl 1366.90145
Chen, Chun-Hung; He, Donghai; Fu, Michael
5
2006
A survey of some model-based methods for global optimization. Zbl 1374.90311
Hu, Jiaqiao; Wang, Yongqiang; Zhou, Enlu; Fu, Michael C.; Marcus, Steven I.
5
2012
Comparison of gradient estimation techniques for queues with non- identical servers. Zbl 0830.90055
Fu, Michael C.; Hu, Jian-Qiang; Nagi, Rakesh
4
1995
A survey of some simulation-based algorithms for Markov decision processes. Zbl 1140.90503
Chang, Hyeong Soo; Fu, Michael C.; Hu, Jiaqiao; Marcus, Steven I.
4
2007
Simulation optimization using the cross-entropy method with optimal computing budget allocation. Zbl 1386.65163
He, Donghai; Lee, Loo Hay; Chen, Chun-Hung; Fu, Michael C.; Wasserkrug, Segev
4
2010
Gradient extrapolated stochastic kriging. Zbl 1371.65011
Qu, Huashuai; Fu, Michael C.
4
2014
An asymptotically efficient simulation-based algorithm for finite horizon stochastic dynamic programming. Zbl 1366.90144
Chang, Hyeong Soo; Fu, Michael C.; Hu, Jiaqiao; Marcus, Steven I.
4
2007
Myopic allocation policy with asymptotically optimal sampling rate. Zbl 1366.90118
Peng, Yijie; Fu, Michael C.
4
2017
Solving continuous-state POMDPs via density projection. Zbl 1368.90173
Zhou, Enlu; Fu, Michael C.; Marcus, Steven I.
4
2010
Sequential selection with unknown correlation structures. Zbl 1329.62474
Qu, Huashuai; Ryzhov, Ilya O.; Fu, Michael C.; Ding, Zi
4
2015
Pricing American-style derivatives with European call options. Zbl 1232.91669
Laprise, Scott B.; Fu, Michael C.; Marcus, Steven I.; Lim, Andrew E. B.; Zhang, Huiju
3
2006
Ranking and selection as stochastic control. Zbl 1423.93422
Peng, Yijie; Chong, Edwin K. P.; Chen, Chun-Hung; Fu, Michael C.
3
2018
Gradient-based simulated maximum likelihood estimation for stochastic volatility models using characteristic functions. Zbl 1405.62147
Peng, Yijie; Fu, Michael C.; Hu, Jian-Qiang
3
2016
Evolutionary policy iteration for solving Markov decision processes. Zbl 1365.90258
Chang, Hyeong Soo; Lee, Hong-Gi; Fu, Michael C.; Marcus, Steven I.
3
2005
Dynamic sampling allocation and design selection. Zbl 1343.90056
Peng, Yijie; Chen, Chun-Hung; Fu, Michael C.; Hu, Jian-Qiang
3
2016
Particle filtering framework for a class of randomized optimization algorithms. Zbl 1360.90167
Zhou, Enlu; Fu, Michael C.; Marcus, Steven I.
3
2014
Smoothed perturbation analysis for queues with finite buffers. Zbl 0780.60089
Fu, M. C.; Hu, J. Q.
2
1993
Application of perturbation analysis to a class of periodic review \((s,S)\) inventory systems. Zbl 0795.90011
Bashyam, Sridhar; Fu, Michael C.
2
1994
On unbounded hazard rates for smoothed perturbation analysis. Zbl 0834.60042
Fu, Michael C.; Hu, Jian-Qiang
2
1995
Derivative estimation for buffer capacity of continuous transfer lines subject to operation-dependent failures. Zbl 1063.93032
Fu, Michael; Xie, Xiaolan
2
2002
Capital renewal as a real option. Zbl 1218.90092
Reindorp, Matthew J.; Fu, Michael C.
2
2011
An evolutionary random policy search algorithm for solving Markov decision processes. Zbl 1241.90173
Hu, Jiaqiao; Fu, Michael C.; Ramezani, Vahid R.; Marcus, Steven I.
2
2007
On the convergence rate of ordinal comparisons of random variables. Zbl 0995.60027
Fu, Michael C.; Jin, Xing
2
2001
Dynamic sample budget allocation in model-based optimization. Zbl 1279.90163
Hu, Jiaqiao; Chang, Hyeong Soo; Fu, Michael C.; Marcus, Steven I.
2
2011
New global optimization algorithms for model-based clustering. Zbl 1453.62108
Heath, Jeffrey W.; Fu, Michael C.; Jank, Wolfgang
2
2009
Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation. Zbl 1384.93145
Lei, Lei; Peng, Yijie; Fu, Michael C.; Hu, Jian-Qiang
2
2018
A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters. Zbl 1458.62070
Peng, Yijie; Fu, Michael C.; Hu, Jian-Qiang; Heidergott, Bernd
2
2018
Gradient-based myopic allocation policy: an efficient sampling procedure in a low-confidence scenario. Zbl 1426.62080
Peng, Yijie; Chen, Chun-Hung; Fu, Michael C.; Hu, Jian-Qiang
2
2018
Recursive learning automata approach to Markov decision processes. Zbl 1366.90215
Chang, Hyeong Soo; Fu, Michael C.; Hu, Jiaqiao; Marcus, Steven I.
2
2007
Adaptive system optimization using random directions stochastic approximation. Zbl 1366.90148
Prashanth, L. A.; Bhatnagar, Shalabh; Fu, Michael; Marcus, Steve
2
2017
Adaptive adversarial multi-armed bandit approach to two-person zero-sum Markov games. Zbl 1368.91022
Chang, Hyeong Soo; Hu, Jiaqiao; Fu, Michael C.; Marcus, Steven I.
2
2010
Perturbation analysis of a dynamic priority call center. Zbl 1368.90020
Chen, Min; Hu, Jian-Qiang; Fu, Michael C.
2
2010
Sample path properties of the G/D/\(m\) queue. Zbl 0778.90010
Fu, Michael C.; Hu, Jian-Qiang
1
1993
Smoothed perturbation analysis derivative estimation for Markov chains. Zbl 0809.60080
Fu, Michael C.; Hu, Jian-Qiang
1
1994
Bias properties of infinitesimal perturbation analysis for systems with parallel servers. Zbl 0767.93076
Fu, Michael C.; Hu, Jian-Qiang; Nagi, Rakesh
1
1992
Sensitivity analysis in Monte Carlo simulation of stochastic activity networks. Zbl 1113.90150
Fu, Michael C.
1
2006
Regression models augmented with direct stochastic gradient estimators. Zbl 1304.62094
Fu, Michael C.; Qu, Huashuai
1
2014
Ranking and selection as stochastic control. Zbl 1423.93422
Peng, Yijie; Chong, Edwin K. P.; Chen, Chun-Hung; Fu, Michael C.
3
2018
Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation. Zbl 1384.93145
Lei, Lei; Peng, Yijie; Fu, Michael C.; Hu, Jian-Qiang
2
2018
A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters. Zbl 1458.62070
Peng, Yijie; Fu, Michael C.; Hu, Jian-Qiang; Heidergott, Bernd
2
2018
Gradient-based myopic allocation policy: an efficient sampling procedure in a low-confidence scenario. Zbl 1426.62080
Peng, Yijie; Chen, Chun-Hung; Fu, Michael C.; Hu, Jian-Qiang
2
2018
Myopic allocation policy with asymptotically optimal sampling rate. Zbl 1366.90118
Peng, Yijie; Fu, Michael C.
4
2017
Adaptive system optimization using random directions stochastic approximation. Zbl 1366.90148
Prashanth, L. A.; Bhatnagar, Shalabh; Fu, Michael; Marcus, Steve
2
2017
Gradient-based simulated maximum likelihood estimation for stochastic volatility models using characteristic functions. Zbl 1405.62147
Peng, Yijie; Fu, Michael C.; Hu, Jian-Qiang
3
2016
Dynamic sampling allocation and design selection. Zbl 1343.90056
Peng, Yijie; Chen, Chun-Hung; Fu, Michael C.; Hu, Jian-Qiang
3
2016
Handbook of simulation optimization. Zbl 1303.90004
Fu, Michael C.
16
2015
Technical note: On estimating quantile sensitivities via infinitesimal perturbation analysis. Zbl 1329.65008
Jiang, Guangxin; Fu, Michael C.
6
2015
Sequential selection with unknown correlation structures. Zbl 1329.62474
Qu, Huashuai; Ryzhov, Ilya O.; Fu, Michael C.; Ding, Zi
4
2015
Gradient-based simulated maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck stochastic volatility models. Zbl 1402.91809
Peng, Yi-Jie; Fu, Michael C.; Hu, Jian-Qiang
6
2014
Gradient extrapolated stochastic kriging. Zbl 1371.65011
Qu, Huashuai; Fu, Michael C.
4
2014
Particle filtering framework for a class of randomized optimization algorithms. Zbl 1360.90167
Zhou, Enlu; Fu, Michael C.; Marcus, Steven I.
3
2014
Regression models augmented with direct stochastic gradient estimators. Zbl 1304.62094
Fu, Michael C.; Qu, Huashuai
1
2014
Simulation-based algorithms for Markov decision processes. 2nd ed. Zbl 1293.93002
Chang, Hyeong Soo; Hu, Jiaqiao; Fu, Michael C.; Marcus, Steven I.
9
2013
Efficient simulation resource sharing and allocation for selecting the best. Zbl 1369.90199
Peng, Yijie; Chen, Chun-Hung; Fu, Michael C.; Hu, Jian-Qiang
7
2013
A new stochastic derivative estimator for discontinuous payoff functions with application to financial derivatives. Zbl 1342.62167
Wang, Yongqiang; Fu, Michael C.; Marcus, Steven I.
8
2012
A survey of some model-based methods for global optimization. Zbl 1374.90311
Hu, Jiaqiao; Wang, Yongqiang; Zhou, Enlu; Fu, Michael C.; Marcus, Steven I.
5
2012
Capital renewal as a real option. Zbl 1218.90092
Reindorp, Matthew J.; Fu, Michael C.
2
2011
Dynamic sample budget allocation in model-based optimization. Zbl 1279.90163
Hu, Jiaqiao; Chang, Hyeong Soo; Fu, Michael C.; Marcus, Steven I.
2
2011
Simulation optimization using the cross-entropy method with optimal computing budget allocation. Zbl 1386.65163
He, Donghai; Lee, Loo Hay; Chen, Chun-Hung; Fu, Michael C.; Wasserkrug, Segev
4
2010
Solving continuous-state POMDPs via density projection. Zbl 1368.90173
Zhou, Enlu; Fu, Michael C.; Marcus, Steven I.
4
2010
Adaptive adversarial multi-armed bandit approach to two-person zero-sum Markov games. Zbl 1368.91022
Chang, Hyeong Soo; Hu, Jiaqiao; Fu, Michael C.; Marcus, Steven I.
2
2010
Perturbation analysis of a dynamic priority call center. Zbl 1368.90020
Chen, Min; Hu, Jian-Qiang; Fu, Michael C.
2
2010
Conditional Monte Carlo estimation of quantile sensitivities. Zbl 1232.91704
Fu, Michael C.; Hong, L. Jeff; Hu, Jian-Qiang
18
2009
New global optimization algorithms for model-based clustering. Zbl 1453.62108
Heath, Jeffrey W.; Fu, Michael C.; Jank, Wolfgang
2
2009
What you should know about simulation and derivatives. Zbl 1155.90454
Fu, Michael C.
9
2008
A model reference adaptive search method for stochastic global optimization. Zbl 1189.90108
Hu, Jiaqiao; Fu, Michael C.; Marcus, Steven I.
9
2008
A model reference adaptive search method for global optimization. Zbl 1167.90690
Hu, Jiaqiao; Fu, Michael C.; Marcus, Steven I.
36
2007
Simulation-based algorithms for Markov decision processes. Zbl 1155.90002
Chang, Hyeong Soo; Fu, Michael C.; Hu, Jiaqiao; Marcus, Steven I.
15
2007
Simulation allocation for determining the best design in the presence of correlated sampling. Zbl 1241.62006
Fu, Michael C.; Hu, Jian-Qiang; Chen, Chun-Hung; Xiong, Xiaoping
10
2007
Variance-gamma and Monte Carlo. Zbl 1159.62069
Fu, Michael C.
5
2007
A survey of some simulation-based algorithms for Markov decision processes. Zbl 1140.90503
Chang, Hyeong Soo; Fu, Michael C.; Hu, Jiaqiao; Marcus, Steven I.
4
2007
An asymptotically efficient simulation-based algorithm for finite horizon stochastic dynamic programming. Zbl 1366.90144
Chang, Hyeong Soo; Fu, Michael C.; Hu, Jiaqiao; Marcus, Steven I.
4
2007
An evolutionary random policy search algorithm for solving Markov decision processes. Zbl 1241.90173
Hu, Jiaqiao; Fu, Michael C.; Ramezani, Vahid R.; Marcus, Steven I.
2
2007
Recursive learning automata approach to Markov decision processes. Zbl 1366.90215
Chang, Hyeong Soo; Fu, Michael C.; Hu, Jiaqiao; Marcus, Steven I.
2
2007
Efficient dynamic simulation allocation in ordinal optimization. Zbl 1366.90145
Chen, Chun-Hung; He, Donghai; Fu, Michael
5
2006
Pricing American-style derivatives with European call options. Zbl 1232.91669
Laprise, Scott B.; Fu, Michael C.; Marcus, Steven I.; Lim, Andrew E. B.; Zhang, Huiju
3
2006
Sensitivity analysis in Monte Carlo simulation of stochastic activity networks. Zbl 1113.90150
Fu, Michael C.
1
2006
Optimal joint preventive maintenance and production policies. Zbl 1156.90343
Yao, Xiaodong; Xie, Xiaolan; Fu, Michael C.; Marcus, Steven I.
9
2005
An adaptive sampling algorithm for solving Markov decision processes. Zbl 1165.90672
Chang, Hyeong Soo; Fu, Michael C.; Hu, Jiaqiao; Marcus, Steven I.
9
2005
Evolutionary policy iteration for solving Markov decision processes. Zbl 1365.90258
Chang, Hyeong Soo; Lee, Hong-Gi; Fu, Michael C.; Marcus, Steven I.
3
2005
Probabilistic error bounds for simulation quantile estimators. Zbl 1232.91349
Jin, Xing; Fu, Michael C.; Xiong, Xiaoping
11
2003
Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences. Zbl 1390.65045
Bhatnagar, Shalabh; Fu, Michael C.; Marcus, Steven I.; Wang, I-Jeng
9
2003
Optimal exercise policies and simulation-based valuation for American-Asian options. Zbl 1163.91428
Wu, Rongwen; Fu, Michael C.
8
2003
Estimating customer service in a two-location continuous review inventory model with emergency transshipments. Zbl 1011.90002
Xu, Kefeng; Evers, Philip T.; Fu, Michael C.
7
2003
Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization. Zbl 1364.90257
He, Ying; Fu, Michael C.; Marcus, Steven I.
5
2003
Optimization for simulation: theory vs. practice. Zbl 1238.90001
Fu, Michael C.
66
2002
A time aggregation approach to Markov decision processes. Zbl 1026.93054
Cao, Xiren; Ren, Zhiyuan; Bhatnagar, Shalabh; Fu, Michael; Marcus, Steven
11
2002
Derivative estimation for buffer capacity of continuous transfer lines subject to operation-dependent failures. Zbl 1063.93032
Fu, Michael; Xie, Xiaolan
2
2002
On the convergence rate of ordinal comparisons of random variables. Zbl 0995.60027
Fu, Michael C.; Jin, Xing
2
2001
Efficient design and sensitivity analysis of control charts using Monte Carlo simulation. Zbl 1231.65012
Fu, Michael C.; Hu, Jian-Qiang
5
1999
Optimization of \((s,S)\) inventory systems with random lead times and a service level constraint. Zbl 0989.90004
Bashyam, Sridhar; Fu, Michael C.
13
1998
Models for multi-echelon repairable item inventory systems with limited repair capacity. Zbl 0927.90003
Díaz, Angel; Fu, Michael C.
28
1997
Conditional Monte Carlo: gradient estimation and optimization applications. Zbl 0874.62093
Fu, Michael; Hu, Jian-Qiang
23
1997
Sensitivity analysis for Monte Carlo simulation of option pricing. Zbl 1335.91101
Fu, Michael C.; Hu, Jian-Qlang
9
1995
Comparison of gradient estimation techniques for queues with non- identical servers. Zbl 0830.90055
Fu, Michael C.; Hu, Jian-Qiang; Nagi, Rakesh
4
1995
On unbounded hazard rates for smoothed perturbation analysis. Zbl 0834.60042
Fu, Michael C.; Hu, Jian-Qiang
2
1995
Optimization via simulation: A review. Zbl 0833.90089
Fu, Michael C.
42
1994
Sample path derivatives for \((s,S)\) inventory systems. Zbl 0805.90038
Fu, Michael C.
17
1994
Application of perturbation analysis to a class of periodic review \((s,S)\) inventory systems. Zbl 0795.90011
Bashyam, Sridhar; Fu, Michael C.
2
1994
Smoothed perturbation analysis derivative estimation for Markov chains. Zbl 0809.60080
Fu, Michael C.; Hu, Jian-Qiang
1
1994
Second derivative sample path estimators for the \(GI/G/m\) queue. Zbl 0769.90036
Fu, Michael C.; Hu, Jian-Qiang
6
1993
Smoothed perturbation analysis for queues with finite buffers. Zbl 0780.60089
Fu, M. C.; Hu, J. Q.
2
1993
Sample path properties of the G/D/\(m\) queue. Zbl 0778.90010
Fu, Michael C.; Hu, Jian-Qiang
1
1993
Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework. Zbl 0764.60089
Fu, Michael C.; Hu, Jian-Qiang
12
1992
Bias properties of infinitesimal perturbation analysis for systems with parallel servers. Zbl 0767.93076
Fu, Michael C.; Hu, Jian-Qiang; Nagi, Rakesh
1
1992
Consistency of infinitesimal perturbation analysis for the GI/G/m queue. Zbl 0732.60109
Fu, Michael C.; Hu, Jian-Qiang
6
1991
Convergence of a stochastic approximation algorithm for the GI/G/1 queue using infinitesimal perturbation analysis. Zbl 0699.93087
Fu, M. C.
11
1990
all top 5

Cited by 666 Authors

23 Fu, Michael C.
9 Bhatnagar, Shalabh
9 Chang, Hyeong Soo
9 Kleijnen, Jack P. C.
9 Peng, Yijie
8 Lee, Loo Hay
7 Hu, Jiaqiao
7 Powell, Warren Buckler
7 Ryzhov, Ilya O.
6 Heidergott, Bernd F.
6 van Houtum, Geert-Jan
6 Zhou, Enlu
5 Hong, Liu Jeff
5 Hu, Jian-Qiang
5 Kyriakidis, Epaminondas G.
4 Cassandras, Christos G.
4 Chen, Chun-Hung
4 Chen, Shih-Pin
4 Dufour, François
4 Garcia, Alfredo Daniel
4 Ho, Yu-Chi
4 Liu, Guangwu
4 Prieto-Rumeau, Tomás
4 Smith, Robert Longworth
4 Zhao, Yao
3 Adan, Ivo J. B. F.
3 Arruda, Edilson F.
3 Chew, Ek Peng
3 Fragoso, Marcelo Dutra
3 Gao, Siyang
3 Ghadimi, Saeed
3 Glasserman, Paul
3 Hunter, Susan R.
3 Jia, Qing-Shan
3 Kao, Chiang
3 Karamatsoukis, Constantinos C.
3 Keshavarzzadeh, Vahid
3 Lan, Guanghui
3 Melamed, Benjamin
3 Ng, Szu Hui
3 Qu, Huashuai
3 Sleptchenko, Andrei
3 Tortorelli, Daniel A.
3 Wang, Xiaoqun
3 Wardi, Yorai
3 Xia, Li
3 Xiao, Hui
3 Zabinsky, Zelda B.
3 Zhao, Qianchuan
2 Alfieri, Arianna
2 Amaran, Satyajith
2 Angün, Ebru
2 Anselmi, Jonatha
2 Aringhieri, Roberto
2 Batur, Demet
2 Beyer, Dirk
2 Bury, Scott J.
2 Cao, Xi-Ren
2 Cao, Xiren
2 Chen, Weiwei
2 Chen, Xi
2 Chen, Ye
2 da Silva, Aneirson Francisco
2 Dai, Min
2 den Hertog, Dick
2 Dreyfuss, Michael
2 Fabozzi, Frank J.
2 Fan, Qi
2 Fan, Yihong
2 Ghate, Archis
2 Gutjahr, Walter J.
2 Hale, Joshua Q.
2 He, Xinyu
2 He, Zhijian
2 Jiang, Guangxin
2 Joseph, Ajin George
2 Juneja, Sandeep
2 Kaminsky, Philip M.
2 Karatas, Mumtaz
2 Kiatsupaibul, Seksan
2 Kunnumkal, Sumit
2 Lam, Henry
2 Lee, Hyo-Seong
2 Li, Yanjie
2 Lyuu, Yuh-Dauh
2 Marcus, Steven I.
2 Matta, Andrea
2 Miranda, Rafael de Carvalho
2 Montevechi, José Arnaldo Barra
2 Nagi, Rakesh
2 Nakayama, Marvin K.
2 Nelson, Barry L.
2 Ohno, Katsuhisa
2 Park, Chanwoo
2 Pedrielli, Giulia
2 Peng, Zheng
2 Pflug, Georg Ch.
2 Pierreval, Henri
2 Prashanth, L. A.
2 Pu, Shi
...and 566 more Authors
all top 5

Cited in 97 Serials

71 European Journal of Operational Research
22 Operations Research
22 Computers & Operations Research
21 Automatica
19 INFORMS Journal on Computing
18 Discrete Event Dynamic Systems
17 Journal of Global Optimization
16 Journal of Optimization Theory and Applications
15 Annals of Operations Research
8 Asia-Pacific Journal of Operational Research
7 Operations Research Letters
6 Naval Research Logistics
6 International Journal of Production Research
6 OR Spectrum
5 ACM Transactions on Modeling and Computer Simulation
5 Mathematical Problems in Engineering
5 Quantitative Finance
4 Computer Methods in Applied Mechanics and Engineering
4 Insurance Mathematics & Economics
4 Mathematical Programming. Series A. Series B
4 Methodology and Computing in Applied Probability
3 Journal of Computational and Applied Mathematics
3 SIAM Journal on Control and Optimization
3 Machine Learning
3 CEJOR. Central European Journal of Operations Research
2 Advances in Applied Probability
2 International Journal of General Systems
2 Journal of Mathematical Analysis and Applications
2 Mathematics of Computation
2 Applied Mathematics and Computation
2 Journal of Applied Probability
2 Mathematics and Computers in Simulation
2 Mathematics of Operations Research
2 Queueing Systems
2 AI Communications
2 Monte Carlo Methods and Applications
2 Applied Mathematical Finance
2 Annals of Mathematics and Artificial Intelligence
2 International Transactions in Operational Research
2 Journal of Heuristics
2 Finance and Stochastics
2 Mathematical Finance
2 Optimization Methods & Software
2 International Journal of Theoretical and Applied Finance
2 Probability in the Engineering and Informational Sciences
2 RAIRO. Operations Research
2 4OR
2 Journal of Control Theory and Applications
2 Optimization Letters
1 Artificial Intelligence
1 Computers & Mathematics with Applications
1 International Journal of Control
1 Indian Journal of Pure & Applied Mathematics
1 Psychometrika
1 Bulletin of Mathematical Biology
1 The Annals of Statistics
1 Journal of Econometrics
1 SIAM Journal on Numerical Analysis
1 Statistica Neerlandica
1 Systems & Control Letters
1 Statistics & Probability Letters
1 Journal of Economic Dynamics & Control
1 Mathematical and Computer Modelling
1 Journal of Scientific Computing
1 Applied Mathematical Modelling
1 Communications in Statistics. Simulation and Computation
1 Communications in Statistics. Theory and Methods
1 Journal of Statistical Computation and Simulation
1 SIAM Review
1 Stochastic Processes and their Applications
1 Computational Statistics and Data Analysis
1 SIAM Journal on Optimization
1 Cybernetics and Systems Analysis
1 Computational Optimization and Applications
1 SIAM Journal on Scientific Computing
1 Top
1 Journal of Computational Neuroscience
1 Nonlinear Dynamics
1 Taiwanese Journal of Mathematics
1 Mathematical Methods of Operations Research
1 Wuhan University Journal of Natural Sciences (WUJNS)
1 Computational Geosciences
1 Applied Stochastic Models in Business and Industry
1 Scandinavian Actuarial Journal
1 Archives of Computational Methods in Engineering
1 Stochastic Models
1 Sādhanā
1 Natural Computing
1 North American Actuarial Journal
1 Journal of Statistical Mechanics: Theory and Experiment
1 Stochastics
1 Nonlinear Analysis. Hybrid Systems
1 Vestnik Samarskogo Gosudarstvennogo Tekhnicheskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki
1 Statistics and Computing
1 Decision Analysis
1 Journal of the Operations Research Society of China
1 SN Operations Research Forum

Citations by Year